GLDI.L vs. QQQ5.L
GLDI.L (IncomeShares Gold+ Yield ETP) and QQQ5.L (Leverage Shares 5x Long Nasdaq 100 ETP Securities) are both exchange-traded funds - GLDI.L is a Derivative Income fund actively managed by Leverage Shares, while QQQ5.L is a Nasdaq-100 fund tracking the Invesco QQQ Trust. GLDI.L is actively managed, while QQQ5.L is passively managed. Over the past year, GLDI.L returned 28.07% vs 229.20% for QQQ5.L. At a 0.09 correlation, their price movements are largely independent. GLDI.L charges 0.35%/yr vs 0.75%/yr for QQQ5.L.
Performance
GLDI.L vs. QQQ5.L - Performance Comparison
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Returns By Period
In the year-to-date period, GLDI.L achieves a -0.59% return, which is significantly lower than QQQ5.L's 99.41% return.
GLDI.L
- 1D
- -0.94%
- 1M
- -2.78%
- YTD
- -0.59%
- 6M
- 1.32%
- 1Y
- 28.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQ5.L
- 1D
- -0.07%
- 1M
- 57.04%
- YTD
- 99.41%
- 6M
- 87.03%
- 1Y
- 229.20%
- 3Y*
- 78.56%
- 5Y*
- —
- 10Y*
- —
GLDI.L vs. QQQ5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GLDI.L IncomeShares Gold+ Yield ETP | -0.59% | 61.04% | 6.19% |
QQQ5.L Leverage Shares 5x Long Nasdaq 100 ETP Securities | 99.41% | 2.29% | 2.62% |
Correlation
The correlation between GLDI.L and QQQ5.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2024 | 0.09 |
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Return for Risk
GLDI.L vs. QQQ5.L — Risk / Return Rank
GLDI.L
QQQ5.L
GLDI.L vs. QQQ5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold+ Yield ETP (GLDI.L) and Leverage Shares 5x Long Nasdaq 100 ETP Securities (QQQ5.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| GLDI.L | QQQ5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.00 | -2.31 |
| Martin ratioReturn relative to average drawdown | 4.38 | 11.01 | -6.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLDI.L | QQQ5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.86 | -1.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.75 | -0.03 | +1.78 |
Drawdowns
GLDI.L vs. QQQ5.L - Drawdown Comparison
The maximum GLDI.L drawdown since its inception was -16.47%, smaller than the maximum QQQ5.L drawdown of -96.40%. Use the drawdown chart below to compare losses from any high point for GLDI.L and QQQ5.L.
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Drawdown Indicators
| GLDI.L | QQQ5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -96.40% | +79.93% |
Max Drawdown (1Y)Largest decline over 1 year | -16.47% | -56.84% | +40.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -14.92% | -28.91% | +13.99% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -75.57% | +72.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 20.72% | -14.33% |
Volatility
GLDI.L vs. QQQ5.L - Volatility Comparison
The current volatility for IncomeShares Gold+ Yield ETP (GLDI.L) is 4.55%, while Leverage Shares 5x Long Nasdaq 100 ETP Securities (QQQ5.L) has a volatility of 24.25%. This indicates that GLDI.L experiences smaller price fluctuations and is considered to be less risky than QQQ5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLDI.L | QQQ5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 24.25% | -19.70% |
Volatility (6M)Calculated over the trailing 6-month period | 18.56% | 58.68% | -40.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 79.84% | -58.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 106.03% | -87.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 106.03% | -87.23% |
GLDI.L vs. QQQ5.L - Expense Ratio Comparison
GLDI.L has a 0.35% expense ratio, which is lower than QQQ5.L's 0.75% expense ratio.
Dividends
GLDI.L vs. QQQ5.L - Dividend Comparison
GLDI.L's dividend yield for the trailing twelve months is around 12.72%, while QQQ5.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GLDI.L IncomeShares Gold+ Yield ETP | 12.72% | 9.15% | 1.08% |
QQQ5.L Leverage Shares 5x Long Nasdaq 100 ETP Securities | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GLDI.L and QQQ5.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GLDI.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GLDI.L is cheaper with a 0.35% expense ratio, compared with 0.75% for QQQ5.L.
GLDI.L is categorized as Derivative Income, while QQQ5.L is Nasdaq-100. Their fees differ too: 0.35% for GLDI.L and 0.75% for QQQ5.L.
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